Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
On a Method for Parameter Identification of Stochastic Systems with Scanty Observations
Yoshifumi SUNAHARAYutaka IKEDAShin-ichi AIHARAHajime AKASHI
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1976 Volume 12 Issue 6 Pages 659-665

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Abstract
Recognizing that the cost of telemetering observed data is getting remarkably expensive recently and that unexpected troubles in observation channels frequently occur, we have set twofold objective of this paper: (1) to present a feasible technique for system parameter identification under few observation data and (2) to derive systematic methods for the coupled scheme of system state and parameter estimation of stochastic systems under scanty data.
For the purpose of supporting the theoretical aspect developed here, results of simulation studies are also demonstrated.
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